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JUMSY vs. VLVLY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

JUMSY vs. VLVLY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Jumbo SA ADR (JUMSY) and Volvo AB ADR (VLVLY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, JUMSY achieves a -13.46% return, which is significantly lower than VLVLY's 5.69% return. Over the past 10 years, JUMSY has underperformed VLVLY with an annualized return of 13.70%, while VLVLY has yielded a comparatively higher 19.60% annualized return.


JUMSY

1D
0.00%
1M
7.09%
YTD
-13.46%
6M
-15.71%
1Y
-11.58%
3Y*
4.17%
5Y*
16.71%
10Y*
13.70%

VLVLY

1D
-2.76%
1M
-3.23%
YTD
5.69%
6M
6.15%
1Y
25.49%
3Y*
24.58%
5Y*
12.62%
10Y*
19.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JUMSY vs. VLVLY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JUMSY
Jumbo SA ADR
-13.46%4.30%23.94%93.98%15.43%-6.39%-11.66%35.04%-13.54%7.65%
VLVLY
Volvo AB ADR
5.69%40.70%-1.07%53.43%-15.39%11.22%56.05%36.41%-27.35%63.49%

Correlation

The correlation between JUMSY and VLVLY is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.04

Correlation (3Y)
Calculated over the trailing 3-year period

0.03

Correlation (5Y)
Calculated over the trailing 5-year period

0.03

Correlation (10Y)
Calculated over the trailing 10-year period

0.04

Correlation (All Time)
Calculated using the full available price history since Jan 19, 2016

0.03

Fundamentals

Market Cap

JUMSY:

$3.65B

VLVLY:

$65.87B

EPS

JUMSY:

€3.63

VLVLY:

SEK 16.17

PE Ratio

JUMSY:

6.59

VLVLY:

19.29

PEG Ratio

JUMSY:

0.66

VLVLY:

4.41

PS Ratio

JUMSY:

1.72

VLVLY:

1.35

PB Ratio

JUMSY:

2.04

VLVLY:

3.33

Total Revenue (TTM)

JUMSY:

€1.87B

VLVLY:

SEK 468.16B

Gross Profit (TTM)

JUMSY:

€974.91M

VLVLY:

SEK 114.67B

EBITDA (TTM)

JUMSY:

€657.50M

VLVLY:

SEK 70.74B

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Return for Risk

JUMSY vs. VLVLY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JUMSY
JUMSY Risk / Return Rank: 3636
Overall Rank
JUMSY Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
JUMSY Sortino Ratio Rank: 3939
Sortino Ratio Rank
JUMSY Omega Ratio Rank: 3939
Omega Ratio Rank
JUMSY Calmar Ratio Rank: 3333
Calmar Ratio Rank
JUMSY Martin Ratio Rank: 3333
Martin Ratio Rank

VLVLY
VLVLY Risk / Return Rank: 6565
Overall Rank
VLVLY Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
VLVLY Sortino Ratio Rank: 6363
Sortino Ratio Rank
VLVLY Omega Ratio Rank: 6262
Omega Ratio Rank
VLVLY Calmar Ratio Rank: 6464
Calmar Ratio Rank
VLVLY Martin Ratio Rank: 6868
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JUMSY vs. VLVLY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Jumbo SA ADR (JUMSY) and Volvo AB ADR (VLVLY). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


JUMSYVLVLYDifference
Sharpe ratioReturn per unit of total volatility

-0.95

Sortino ratioReturn per unit of downside risk

-1.03

Omega ratioGain probability vs. loss probability

1.04

1.16

-0.12

Calmar ratioReturn relative to maximum drawdown

-0.31

1.02

-1.33

Martin ratioReturn relative to average drawdown

-0.56

3.05

-3.61

JUMSY vs. VLVLY - Sharpe Ratio Comparison

The current JUMSY Sharpe Ratio is -0.16, which is lower than the VLVLY Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of JUMSY and VLVLY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

JUMSY vs. VLVLY - Drawdown Comparison

The maximum JUMSY drawdown since its inception was -45.41%, smaller than the maximum VLVLY drawdown of -50.35%. Use the drawdown chart below to compare losses from any high point for JUMSY and VLVLY.


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Drawdown Indicators


JUMSYVLVLYDifference

Max Drawdown

Largest peak-to-trough decline

-45.41%

-50.35%

+4.94%

Max Drawdown (1Y)

Largest decline over 1 year

-37.54%

-24.99%

-12.55%

Max Drawdown (3Y)

Largest decline over 3 years

-37.54%

-26.55%

-10.99%

Max Drawdown (5Y)

Largest decline over 5 years

-37.54%

-39.62%

+2.08%

Max Drawdown (10Y)

Largest decline over 10 years

-45.41%

-50.35%

+4.94%

Current Drawdown

Current decline from peak

-28.71%

-14.02%

-14.69%

Average Drawdown

Average peak-to-trough decline

-14.48%

-12.32%

-2.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.79%

8.38%

+12.41%

Volatility

JUMSY vs. VLVLY - Volatility Comparison

Jumbo SA ADR (JUMSY) has a higher volatility of 23.11% compared to Volvo AB ADR (VLVLY) at 11.07%. This indicates that JUMSY's price experiences larger fluctuations and is considered to be riskier than VLVLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JUMSYVLVLYDifference

Volatility (1M)

Calculated over the trailing 1-month period

23.11%

11.07%

+12.04%

Volatility (6M)

Calculated over the trailing 6-month period

58.50%

24.92%

+33.58%

Volatility (1Y)

Calculated over the trailing 1-year period

74.72%

32.37%

+42.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

55.15%

30.57%

+24.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

60.83%

32.20%

+28.63%

Dividends

JUMSY vs. VLVLY - Dividend Comparison

JUMSY's dividend yield for the trailing twelve months is around 4.34%, less than VLVLY's 4.48% yield.


PositionTTM2025202420232022202120202019201820172016
JUMSY
Jumbo SA ADR
4.34%1.84%5.50%11.61%7.83%5.57%5.60%2.79%1.06%0.83%3.32%
VLVLY
Volvo AB ADR
4.48%5.27%7.14%5.04%7.66%12.75%5.59%6.50%4.10%1.94%3.17%

Financials

JUMSY vs. VLVLY - Financials Comparison

This section allows you to compare key financial metrics between Jumbo SA ADR and Volvo AB ADR. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.0050.00B100.00B150.00B20222023202420252026
730.18M
110.77B
(JUMSY) Total Revenue
(VLVLY) Total Revenue
Please note, different currencies. JUMSY values in EUR, VLVLY values in SEK

JUMSY vs. VLVLY - Profitability Comparison

The chart below illustrates the profitability comparison between Jumbo SA ADR and Volvo AB ADR over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%30.0%40.0%50.0%60.0%20222023202420252026
52.2%
25.9%
Portfolio components
JUMSY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Jumbo SA ADR reported a gross profit of 381.34M and revenue of 730.18M. Therefore, the gross margin over that period was 52.2%.

VLVLY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Volvo AB ADR reported a gross profit of 28.72B and revenue of 110.77B. Therefore, the gross margin over that period was 25.9%.

JUMSY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Jumbo SA ADR reported an operating income of 237.99M and revenue of 730.18M, resulting in an operating margin of 32.6%.

VLVLY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Volvo AB ADR reported an operating income of 10.95B and revenue of 110.77B, resulting in an operating margin of 9.9%.

JUMSY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Jumbo SA ADR reported a net income of 201.62M and revenue of 730.18M, resulting in a net margin of 27.6%.

VLVLY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Volvo AB ADR reported a net income of 8.32B and revenue of 110.77B, resulting in a net margin of 7.5%.


Frequently Asked Questions


JUMSY and VLVLY have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

JUMSY has higher volatility (23.11%) compared to VLVLY (11.07%). In terms of maximum drawdown, JUMSY dropped -45.41% vs VLVLY's -50.35%.

VLVLY currently has the higher Sharpe Ratio (0.79 vs -0.16), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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